Kris Humphries SAYS he's not dating the chick he was laying side-by-side with on a beach in Miami Saturday, but we know differently.

Kris claims 25-year-old Fatmire Sinanaj (she goes by Myla, and you would too) was just a neighbor whom he had never met before and she just happened to walk out on the beach when he was being photographed.  But we found out he flew her from New York City to Miami to spend the weekend with him.

And get this ... We're told they've been seeing each other for months -- since mid-January.

Kris -- who has been telling people he was devastated when Kim Kardashian left him and filed for divorce -- has been seeing Myla a lot ... meeting at various basketball games.  We're told Kris provided Myla and her family with courtside seats at some of the games, even allowing her in the area leading up to the locker room.  Check out the photos.

Myla works at a prominent, 5-star hotel in New York.  They met at the hotel, where she sometimes helped him with various requests.

We tried to reach Myla for a comment but couldn't get a hold of her.  Kris had no comment.